+576.2%
FE vs NVS
+959.2%
-383.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +1.9% | +4.0% | -2.1% | +0.5% |
| 30D | -1.2% | +3.6% | -4.8% | -2.5% |
| 3M | +3.5% | +7.8% | -4.3% | +0.6% |
| 6M | -6.1% | -0.2% | -5.9% | -6.5% |
| YTD | +7.6% | +19.6% | -12.0% | +0.6% |
| 1Y | +11.9% | +28.4% | -16.5% | +1.9% |
| 3Y | +48.4% | +76.2% | -27.8% | +20.3% |
| 5Y | +44.8% | +111.1% | -66.3% | +9.4% |
| 10Y | +115.9% | +224.3% | -108.4% | +41.4% |
| All | +576.2% | +959.2% | -383.0% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling